CORR
2007
Springer
13 years 7 months ago
2007
Springer
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonze...
CORR
2007
Springer
13 years 7 months ago
2007
Springer
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to...
CORR
2007
Springer
13 years 7 months ago
2007
Springer
In this paper, we study the application of sparse principal component analysis (PCA) to clustering and feature selection problems. Sparse PCA seeks sparse factors, or linear combi...
CORR
2007
Springer
13 years 7 months ago
2007
Springer
Abstract. We proposed a new search heuristic using the scuba diving metaphor. This approach is based on the concept of evolvability and tends to exploit neutrality which exists in ...
CORR
2007
Springer
13 years 7 months ago
2007
Springer
The k-forest problem is a common generalization of both the k-MST and the dense-k-subgraph problems. Formally, given a metric space on n vertices V , with m demand pairs ⊆ V × ...
CORR
2007
Springer
13 years 7 months ago
2007
Springer
— We proposed a new search heuristic using the scuba diving metaphor. This approach is based on the concept of evolvability and tends to exploit neutrality in fitness landscape....
CORR
2007
Springer
13 years 7 months ago
2007
Springer
It is shown that every orthogonal terrain, i.e., an orthogonal (rightangled) polyhedron based on a rectangle that meets every vertical line in a segment, has a grid unfolding: its...
CORR
2007
Springer
13 years 7 months ago
2007
Springer
Multiple carrier-frequency offsets (CFO) arise in a distributed antenna system, where data are transmitted simultaneously from multiple antennas. In such systems the received sign...
CORR
2007
Springer
13 years 7 months ago
2007
Springer
CORR
2007
Springer
13 years 7 months ago
2007
Springer
In this note, we show that simple models that explicitly accounts for the market participants’ fear that the stock prices will plunge, is capable of explaining the implied volat...